References/Notes/Attributions:
Source
Horton, I. F.,Russell, J. S., and Moore, A. W. (1968) Multivariate-covariance and canonical analysis: A method for selecting the most effective discriminators in a multivariate situation. Biometrics 24, 845–858. Originally from http://www.stat.lsu.edu/faculty/moser/exst7037/soils.sas but no longer available there.
References
Khattree, R., and Naik, D. N. (2000) Multivariate Data Reduction and Discrimination with SAS Software. SAS Institute.
Friendly, M. (2006) Data ellipses, HE plots and reduced-rank displays for multivariate linear models: SAS software and examples. Journal of Statistical Software, 17(6), http://www.jstatsoft.org/v17/i06.